+2,864.7%
CLS vs TDG
+13,063.4%
-10,198.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +6.4% |
| 7D | +12.8% | -0.9% | +13.7% | +13.3% |
| 30D | +3.8% | -6.5% | +10.4% | +7.3% |
| 3M | -14.6% | -5.1% | -9.6% | -13.0% |
| 6M | +32.2% | -11.5% | +43.8% | +38.8% |
| YTD | +11.6% | -13.9% | +25.5% | +17.9% |
| 1Y | +35.1% | -11.5% | +46.5% | +39.6% |
| 3Y | +1,312.5% | +53.7% | +1,258.9% | +991.4% |
| 5Y | +3,542.1% | +135.5% | +3,406.5% | +2,130.2% |
| 10Y | +2,944.0% | +535.2% | +2,408.8% | +958.3% |
| All | +2,864.7% | +13,063.4% | -10,198.7% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling